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A fast algorithm (linear in the degrees of freedom) for the solution of linear variable-coefficient rational-order fractional integral and differential equations is described. The approach is related to the ultraspherical method for…

Numerical Analysis · Mathematics 2017-12-04 Nicholas Hale , Sheehan Olver

We derive a nonparametric higher-order asymptotic expansion for small-time changes of conditional characteristic functions of It\^o semimartingale increments. The asymptotics setup is of joint type: both the length of the time interval of…

Statistical Finance · Quantitative Finance 2025-02-12 Carsten H. Chong , Viktor Todorov

The parametric equations of the surfaces on which highly resonant quasi-periodic motions develop (lower-dimensional tori) cannot be analytically continued, in general, in the perturbation parameter, i.e. they are not analytic functions of…

Mathematical Physics · Physics 2014-03-24 Giovanni Gallavotti , Guido Gentile , Alessandro Giuliani

We study the large time behavior of solutions to the wave equation with space-dependent damping in an exterior domain. We show that if the damping is effective, then the solution is asymptotically expanded in terms of solutions of…

Analysis of PDEs · Mathematics 2024-03-12 Motohiro Sobajima , Yuta Wakasugi

We consider a Cauchy problem for some family of q-difference-differential equations with Fuchsian and irregular singularities, that admit a unique formal power series solution in two variables t and z for given formal power series initial…

Classical Analysis and ODEs · Mathematics 2012-01-31 Alberto Lastra , Stephane Malek , Javier Sanz

In this paper, it is proved that, in a dual context, asymptotic expansions of ordinary linear time-differential equations which possess limiting equations to their limiting equations might be obtained by first discretizing them and then…

Classical Analysis and ODEs · Mathematics 2008-03-28 M. De la Sen

This paper deals with the boundary value problems for the singularly perturbed differential-algebraic system of equations. The case of turning points has been studied. The sufficient conditions for existence and uniqueness of the solution…

Classical Analysis and ODEs · Mathematics 2025-01-07 P. Samusenko

Analytic smooth solutions of a general, strongly parabolic semi-linear Cauchy problem of $2m$-th order in $\mathbb{R}^N\times (0,T)$ with analytic coefficients (in space and time variables) and analytic initial data (in space variables) are…

Analysis of PDEs · Mathematics 2021-01-05 Falko Baustian , Peter Takáč

This paper shows how to build a formal analytical solution for a differential equation of arbitrary order and with variable coefficients. It proofs that the most known approximated solutions for such a problem can be derived from the…

Classical Analysis and ODEs · Mathematics 2015-05-26 Mauro Bologna

The Cauchy problem for a quasi-linear parabolic equation with a small parameter at a higher derivative is considered. The initial step-like function contains another small parameter. Formal asymptotic solutions of the problem in small…

Analysis of PDEs · Mathematics 2015-04-21 Sergei V. Zakharov

We study integral representations of the Gevrey series solutions of irregular hypergeometric systems. In this paper we consider the case of the systems associated with a one row matrix, for which the integration domains are one dimensional.…

Algebraic Geometry · Mathematics 2013-02-06 F. J. Castro-Jimenez , M. Granger

It is our aim to establish a general analytic theory of asymptotic expansions of type f(x)=a_1 phi_1(x)+dots+ a_n phi_n(x)+o(phi_n(x)), x tends to x_0 (*), where the given ordered n-tuple of real-valued functions phi_1 dots,phi_n forms an…

Classical Analysis and ODEs · Mathematics 2014-05-28 Antonio Granata

In this paper, under certain restrictions on linear factors of the denominator of a rational function of two variables, the leading term of the asymptotic expansion of the coefficients is found.

Complex Variables · Mathematics 2019-11-04 Alexander Lyapin

A modification of perturbation theory, known as delta-expansion (variationally improved perturbation), gave rigorously convergent series in some D=1 models (oscillator energy levels) with factorially divergent ordinary perturbative…

High Energy Physics - Theory · Physics 2011-09-13 J. -L. Kneur , D. Reynaud

We consider a nonlinear parabolic equation with an exponential nonlinearity which is critical with respect to the growth of the nonlinearity and the regularity of the initial data. After showing the equivalence of the notions of weak and…

Analysis of PDEs · Mathematics 2017-12-01 Giulia Furioli , Tatsuki Kawakami , Bernhard Ruf , Elide Terraneo

The algebraic properties of formal power series, whose coefficients show factorial growth and admit a certain well-behaved asymptotic expansion, are discussed. It is shown that these series form a subring of $\mathbb{R}[[x]]$. This subring…

Combinatorics · Mathematics 2020-08-07 Michael Borinsky

In this work we study the asymptotic behavior of solutions for a general linear second-order evolution differential equation in time with fractional Laplace operators in $\mathbb{R}^n$. We obtain improved decay estimates with less demand on…

Analysis of PDEs · Mathematics 2018-02-06 M. F. G. Palma , C. R. da Luz

We consider high-dimensional estimation problems where the number of parameters diverges with the sample size. General conditions are established for consistency, uniqueness, and asymptotic normality in both unpenalized and penalized…

Statistics Theory · Mathematics 2025-04-08 Jana Gauss , Thomas Nagler

Borel summable divergent series usually appear when studying solutions of analytic ODE near a multiple singular point. Their sum, uniquely defined in certain sectors of the complex plane, is obtained via the Borel--Laplace transformation.…

Classical Analysis and ODEs · Mathematics 2015-11-04 Martin Klimes

We consider the asymptotic behavior of solutions to the Cauchy problem for a dispersive-dissipative equation with a cubic nonlinearity. It is known that the leading term of the asymptotic profile for the solution to this problem is the…

Analysis of PDEs · Mathematics 2025-04-03 Ikki Fukuda , Yota Irino
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